| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -2.70 | 1.38 | -1.86 | 2.94 | -0.37 | 0.98 | -1.37 | 1.69 | -3.88 | -0.96 | 0.54 | -0.62 | -4.35 |
| 2020 | 6.15 | 1.98 | 7.02 | -0.44 | -3.32 | 1.02 | -0.54 | -0.83 | -4.36 | -0.97 | -1.53 | 0.75 | 4.40 |
| 2021 | -0.56 | -0.32 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | -0.88 |
| Statistic | 1 Month | 3 Month | 6 Month | 1 Year | 2 Year |
|---|---|---|---|---|---|
| Best | 7.02 | 15.85 | 18.50 | 14.45 | 2.08 |
| Worst | -4.36 | -7.86 | -11.26 | -4.43 | -0.15 |
| Average | -0.01 | 0.25 | 0.73 | 5.22 | 0.75 |
| Median | -0.45 | -0.91 | 0.26 | 5.15 | 0.31 |
| Last | -0.37 | -0.16 | -6.90 | -4.43 | 0.31 |
| Winning (%) | 42.31 | 37.50 | 52.38 | 80.00 | 66.67 |
| Avg. Pos. Period | 2.44 | 6.07 | 7.24 | 7.44 | 1.19 |
| Avg. Neg. Period | -1.80 | -3.24 | -6.43 | -3.65 | -0.15 |
| # Of Periods | 26.00 | 24.00 | 21.00 | 15.00 | 3.00 |
| Statistic | Value |
|---|---|
| Annualized Std.Deviation | 9.49 |
| Maximum Drawdown | 12.77 |
| Month to Recover | 11.00 |
| Worst Month | -4.36 |
| Losing Months (%) | 57.69 |
| Average Losing Month | -1.80 |
| Loss Deviation | 1.37 |
| Correlation vs MSCI World TR | -0.34 |
| Correlation vs Bloomberg Agri | -0.48 |
| Statistic | Value |
|---|---|
| Last Month | -0.37 |
| Year To Date | -0.90 |
| 3 Month ROR | -0.16 |
| 12 Month ROR | -4.43 |
| 36 Month ROR | NA |
| Total Return | -1.05 |
| Compound ROR | -0.49 |
| Best Month | 7.02 |
| Winning Months (%) | 42.31 |
| Number | Depth (%) | Length (Months) | Recovery (Months) | Start | End |
|---|---|---|---|---|---|
| 1 | -12.77 | 11 | NA | 2020-05-31 | NA |
| 2 | -4.89 | 5 | 1 | 2019-09-30 | 2020-01-31 |
| 3 | -3.19 | 6 | 3 | 2019-01-31 | 2019-06-30 |
| 4 | -1.37 | 2 | 1 | 2019-07-30 | 2019-08-30 |
